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Assimilation Techniques: Approximate
Kalman Filters and Singular Vectors
April 2001
By Mike Fisher
European Centre for Medium-Range Weather
Forecasts.
| DATA ASSIMILATION | |||||||||
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Table of contents
1 . Introduction
2 . Why is the Kalman filter impractical for very large systems?
3 . The ensemble Kalman filter
4 . Subspaces, projections and Hessian singular vectors
5 . The ECMWF reduced-rank Kalman filter
| 5.1 The subspace |
| 5.2 Theinner product |
| 5.3 The background cost function |
6 . Examples
References
Training Course Notes Front Page >>
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31.05.2002 |
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